Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.77% | 90.56 % | 91.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'235 CHF | 137'285 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 90.56 % | 91.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'799 CHF | 136'849 CHF | 89.38% | 89.38% |
18.11.2024 | 0.76% | 91.28 % | 91.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'267 CHF | 138'317 CHF | 99.68% | 99.68% |
15.11.2024 | 0.75% | 91.74 % | 92.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'773 CHF | 139'823 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 93.16 % | 93.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'497 CHF | 140'547 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 93.07 % | 93.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'851 CHF | 140'901 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 93.48 % | 94.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'671 CHF | 141'721 CHF | 98.73% | 98.73% |
11.11.2024 | 0.74% | 94.39 % | 95.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'889 CHF | 142'939 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 94.51 % | 95.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'276 CHF | 143'326 CHF | 99.84% | 99.84% |
07.11.2024 | 0.73% | 95.37 % | 96.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'479 CHF | 144'529 CHF | 100.00% | 100.00% |